The SEVERITY Procedure
- Overview
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Getting Started
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Syntax
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Details
Predefined Distributions Censoring and Truncation Parameter Estimation Method Parameter Initialization Estimating Regression Effects Empirical Distribution Function Estimation Methods Statistics of Fit Defining a Distribution Model with the FCMP Procedure Predefined Utility Functions Custom Objective Functions Input Data Sets Output Data Sets Displayed Output ODS Graphics
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Examples
Defining a Model for Gaussian Distribution Defining a Model for Gaussian Distribution with a Scale Parameter Defining a Model for Mixed-Tail Distributions Estimating Parameters Using Cramér-von Mises Estimator Fitting a Scaled Tweedie Model with Regressors Fitting Distributions to Interval-Censored Data
- References
| Displayed Output |
The SEVERITY procedure optionally produces displayed output by using the Output Delivery System (ODS). All output is controlled by the PRINT= option in the PROC SEVERITY statement. Table 23.5 relates the PRINT= options to ODS tables.
ODS Table Name |
Description |
Option |
|---|---|---|
DescStats |
Descriptive statistics for the response variable |
PRINT=DESCSTATS |
RegDescStats |
Descriptive statistics for the regressor variables |
PRINT=DESCSTATS |
ModelSelection |
Model selection summary |
PRINT=SELECTION |
AllFitStatistics |
Statistics of fit for all the distribution models |
PRINT=ALLFITSTATS |
InitialValues |
Initial parameter values and bounds |
PRINT=INITIALVALUES |
ConvergenceStatus |
Convergence status of parameter estimation process |
PRINT=CONVSTATUS |
IterationHistory |
Optimization iteration history |
PRINT=NLOHISTORY |
OptimizationSummary |
Optimization summary |
PRINT=NLOSUMMARY |
StatisticsOfFit |
Statistics of fit |
PRINT=STATISTICS |
ParameterEstimates |
Final parameter estimates |
PRINT=ESTIMATES |
TurnbullSummary |
Turnbull EDF estimation summary |
PRINT=ALL |
If PRINT= option is not specified, then by default PROC SEVERITY produces ModelSelection, ConvergenceStatus, OptimizationSummary, StatisticsOfFit, and ParameterEstimates ODS tables.
The TurnbullSummary table is produced only if you specify PRINT=ALL and Turnbull’s method is used for computing EDF estimates.
PRINT=DESCSTATS
displays the descriptive statistics for the response variable. If regressor variables are specified, a table with their descriptive statistics is also displayed.
PRINT=SELECTION
displays the model selection table. The table shows the convergence status of each candidate model, and the value of the selection criterion along with an indication of the selected model.
PRINT=ALLFITSTATS
displays the comparison of all the statistics of fit for all the models in one table. The table does not include the models whose parameter estimation process does not converge. If all the models fail to converge, then this table is not produced. If the table contains more than one model, then the best model according to each statistic is indicated with an asterisk (*) in that statistic’s column.
PRINT=INITIALVALUES
displays the initial values and bounds used for estimating each model.
PRINT=CONVSTATUS
displays the convergence status of the parameter estimation process.
PRINT=NLOHISTORY
displays the iteration history of the nonlinear optimization process used for estimating the parameters.
PRINT=NLOSUMMARY
displays the summary of the nonlinear optimization process used for estimating the parameters.
PRINT=STATISTICS
displays the statistics of fit for each model. The statistics of fit are not displayed for models whose parameter estimation process does not converge.
PRINT=ESTIMATES
displays the final estimates of parameters. The estimates are not displayed for models whose parameter estimation process does not converge.